Some online reports have claimed McCready stole Peniche's hard drive containing the steamy footage when she was the model's co-star on the third season of TV's "Celebrity Rehab."
"I did not want to be dragged into all this," McCready told "Access Hollywood." "I did not want to be a part of this."
McCready went on to say she thinks Peniche was the one who released the video to the public last week.
However, Peniche denied in an interview with E! News that she had anything to do with circulating the video.
"I got a call from Eric, obviously upset, asking me what -- he said something about Mindy, and that's when I was like, 'I should go home and check,'" Peniche said. "If I was going to leak it, I would have done that a long time ago."
Dane is a cast member of TV's "Grey's Anatomy," and Gayheart is best known for her work on "Beverly Hills, 90210."